Question $1.$ Below you have information about the pricing and sensitivities of four European options, each with a one$-$year maturity period $)=(1.$ All options are based on a non$-$dividend$-$paying stock with a current price of $S=$$$100.$ The continuously compounded risk$-$free rate is $5\%$ annually.

$\backslash$table$[[$Option Type,Call, $K=$$$100,$Put, $K=$$$100,$Call, $K=$$$90,$Put, $K=$$$90$